there is no way to just add a video into the game. You can however animate the object's texture in maya with the different frames, then export, or you can create a gobo with lots of frames (max is only 100 though...)

Adding your own monster is difficult, you must create it in maya (I don't think Amnesia supports animations created in Blender unfortunately) rig it, create the neccesary animations, then export to model editor for tweaking.